Model Pushes Utilities To The Bottom
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Symbol |
Tue 16 |
Wed 17 |
Thu 18 |
Fri 19 |
Mon 22 |
Average |
VSD |
| ^HUI |
-0.82% |
1.02% |
5.32% |
3.53% |
6.34% |
3.08% |
| ^XAU |
-0.50% |
0.40% |
2.85% |
2.57% |
3.28% |
1.72% |
| ^IXTC |
-0.05% |
0.53% |
4.12% |
3.70% |
-1.98% |
1.26% |
| ^IXCO |
0.09% |
0.64% |
0.65% |
1.90% |
-1.47% |
0.36% |
| ^TRAN |
0.37% |
1.10% |
-0.30% |
0.81% |
-0.91% |
0.21% |
| ^INDS |
0.49% |
0.80% |
1.65% |
-0.27% |
-2.20% |
0.09% |
| ^HGX |
-0.95% |
0.41% |
2.96% |
-0.52% |
-2.99% |
-0.22% |
| ^GSPC |
0.37% |
0.97% |
0.87% |
-0.08% |
-3.23% |
-0.22% |
| ^XNG |
0.36% |
1.51% |
1.38% |
-0.47% |
-4.01% |
-0.25% |
| ^RUT |
0.50% |
0.62% |
0.79% |
-0.03% |
-3.29% |
-0.28% |
| ^IXIC |
-0.09% |
0.67% |
0.27% |
-0.16% |
-2.43% |
-0.34% |
| ^INSR |
-0.62% |
-0.22% |
-0.26% |
-1.32% |
-1.31% |
-0.75% |
| ^NBI |
-0.76% |
-0.53% |
0.99% |
0.63% |
-6.55% |
-1.24% |
| ^XOI |
-0.49% |
0.52% |
-4.52% |
0.46% |
-2.53% |
-1.31% |
| ^UTY |
-0.52% |
-1.18% |
-2.61% |
-2.23% |
-3.05% |
-1.92% |
Top 10 Positive Moving Leveraged ETFs.
| Symbol |
Tue 16 |
Wed 17 |
Thu 18 |
Fri 19 |
Mon 22 |
Average |
VSD |
| NUGT |
1.49% |
3.83% |
17.41% |
9.43% |
12.79% |
8.99% |
|
| BZQ |
3.17% |
4.79% |
2.99% |
6.10% |
15.57% |
6.53% |
|
| dwti* |
1.21% |
4.89% |
-0.81% |
5.83% |
19.93% |
6.21% |
|
| DGAZ |
-2.11% |
7.76% |
10.59% |
13.27% |
1.37% |
6.18% |
|
| KOLD |
-2.35% |
1.98% |
7.02% |
6.04% |
5.65% |
3.67% |
|
| JNUG |
-2.42% |
-5.40% |
20.24% |
-4.08% |
9.83% |
3.64% |
|
| AGQ |
-2.28% |
-0.43% |
4.37% |
4.99% |
9.50% |
3.23% |
> |
| RETL |
0.74% |
2.72% |
-2.86% |
12.02% |
2.83% |
3.09% |
|
| TQQQ |
1.05% |
4.46% |
4.99% |
4.95% |
-0.09% |
3.07% |
|
| UGLD |
-1.25% |
-0.21% |
3.26% |
1.36% |
8.47% |
2.33% |
|
2 comments:
Hi, have you done any research on how well this model has performed?
Yes I have. I back test only to get the correct direction (e.g. if the guess is positive and the expected result is positive...) The numbers tend to be around 60%. Here's a test run for the SP500
Symbol Days Out Error Rate Positive Directory Correct Error Rate Negative Direction Correct
^GSPC 1 0.00898 52.57% 0.00965 46.23%
^GSPC 2 0.00935 70.32% 0.01058 66.83%
^GSPC 3 0.00912 78.23% 0.01083 74.45%
^GSPC 4 0.00934 78.70% 0.01118 78.81%
^GSPC 5 0.00913 82.15% 0.01197 81.13%
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